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Trade: KSM/USDT/720/KCB/HWMA/6866

Strategy
KSM/USDT/720/KCB/HWMA/6866
Pair
KSM_USDT
Interval
12h
Score
316804
Daily Profit
0.360889
Profit Factor
2.206921
Profitability
35.135135
Streak
8.168427
Best Strategy
Training Data Length
1853.000000
Evaluation Time
2025-09-30 19:02
Expiration Time
2025-11-25 04:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 668727.2761 575236.1766 93491.0995 150637.153 323921.3623 -173284.2093
Total P&L (%) 668.7273 575.2362 93.4911 150.6372 323.9214 -173.2842
Avg Daily Profit (%) 0.3609 0.3104 0.0505 0.0496 0.078 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -197228 -124511 -112255 -721979 -327425 -504996
Profit Factor 2.2069 3.1455 1.3269 1.0759 1.3738 0.8449
Total Trades 111 55 56 111 55 56
Winning Trades 39 18 21 39 18 21
Losing Trades 72 37 35 72 37 35
Profitability (%) 35.1351 32.7273 37.5 35.1351 32.7273 37.5
Ratio Avg Win / Avg Loss 4.0743 6.4657 2.2116 1.9863 2.8239 1.4082
Largest Winning Trade 629793 629793 60857 594539 594539 196073
Largest Losing Trade -54594 -25215 -54594 -379533 -93825 -379533
Avg Bars in Trades 31 22 39 31 22 39
Avg Bars in Winners 70 50 88 70 50 88
Avg Bars in Losers 10 9 11 10 9 11
Bars Traded 3484 1249 2235 3484 1249 2235
Profit Streak 8.1684 0 12.1684 8.1684 0 12.1684
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 316804 -171780 -308748 -267385 -273962 -763684
Evaluation Data
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3706,
    "evaluation_days": 1853,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1604966400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759248152100,
    "expiration_time": 1764036576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 135,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.56673,
            "nc": 0.1
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            668727.276101071,
            575236.1765515035,
            93491.0995495677,
            150637.1529531745,
            323921.3623014608,
            -173284.2093482863
        ],
        [
            668.727276,
            575.236177,
            93.4911,
            150.637153,
            323.921362,
            -173.284209
        ],
        [
            0.360889,
            0.310435,
            0.050454,
            0.049599,
            0.077978,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -197228,
            -124511,
            -112255,
            -721979,
            -327425,
            -504996
        ],
        [
            2.206921,
            3.145458,
            1.326939,
            1.075925,
            1.373799,
            0.844931
        ],
        [
            111,
            55,
            56,
            111,
            55,
            56
        ],
        [
            39,
            18,
            21,
            39,
            18,
            21
        ],
        [
            72,
            37,
            35,
            72,
            37,
            35
        ],
        [
            35.135135,
            32.727273,
            37.5,
            35.135135,
            32.727273,
            37.5
        ],
        [
            4.074316,
            6.465664,
            2.211565,
            1.986323,
            2.823921,
            1.408219
        ],
        [
            629793,
            629793,
            60857,
            594539,
            594539,
            196073
        ],
        [
            -54594,
            -25215,
            -54594,
            -379533,
            -93825,
            -379533
        ],
        [
            31,
            22,
            39,
            31,
            22,
            39
        ],
        [
            70,
            50,
            88,
            70,
            50,
            88
        ],
        [
            10,
            9,
            11,
            10,
            9,
            11
        ],
        [
            3484,
            1249,
            2235,
            3484,
            1249,
            2235
        ],
        [
            8.168427,
            0,
            12.168427,
            8.168427,
            0,
            12.168427
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            316804,
            -171780,
            -308748,
            -267385,
            -273962,
            -763684
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3706,
    "evaluation_days": 1853,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1604966400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759248152100,
    "expiration_time": 1764036576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 135,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.56673,
            "nc": 0.1
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)